Forecasting Bond Risk Premia Using Technical Indicators
نویسندگان
چکیده
منابع مشابه
Forecasting Government Bond Risk Premia Using Technical Indicators
While economic variables have been used extensively to forecast the U.S. bond risk premia, little attention has been paid to the use of technical indicators which are widely employed by practitioners. In this paper, we fill this gap by studying the predictive ability of using a variety of technical indicators vis-á-vis the economic variables. We find that the technical indicators have significa...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1914227